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Volumn 37, Issue 5, 2005, Pages 593-605

Taiwan's financial holding companies: An empirical investigation based on Markov regime-switching model

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL SERVICES; FINANCIAL SYSTEM;

EID: 16244401908     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/0003084042000323573     Document Type: Article
Times cited : (8)

References (15)
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  • 2
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    • Engle, C.1    Hamilton, J.D.2
  • 5
    • 0001563266 scopus 로고    scopus 로고
    • Asymptotic null distribution of the likelihood ratio test in Markov switching models
    • Garcia, R. (1998) Asymptotic null distribution of the likelihood ratio test in Markov switching models, International Economic Review, 39, 763-88.
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    • Garcia, R.1
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    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and business cycle
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  • 8
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  • 9
    • 0000043291 scopus 로고    scopus 로고
    • Specification tests in Markov-switching time series models
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    • Hamilton, J.D.1
  • 10
    • 38249018750 scopus 로고
    • Can a time-varying risk premium explain excess returns in the forward market for foreign exchange?
    • Kaminsky, G. and Peruga, R. (1990) Can a time-varying risk premium explain excess returns in the forward market for foreign exchange?, Journal of International Economics, 28, 47-70.
    • (1990) Journal of International Economics , vol.28 , pp. 47-70
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  • 12
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.